+419.1%
CLF vs ENTG
+1,234.5%
-815.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | -0.6% |
| 7D | +7.6% | +2.8% | +4.7% | +6.3% |
| 30D | -1.2% | -4.7% | +3.5% | 0.0% |
| 3M | -13.4% | -0.7% | -12.6% | -16.9% |
| 6M | +15.4% | +7.7% | +7.7% | +6.7% |
| YTD | -5.9% | +65.1% | -70.9% | -27.0% |
| 1Y | +18.8% | +74.8% | -56.0% | -10.4% |
| 3Y | -19.4% | +36.9% | -56.3% | -35.5% |
| 5Y | -47.7% | +16.1% | -63.8% | -58.0% |
| 10Y | +130.4% | +740.3% | -610.0% | -13.1% |
| All | +419.1% | +1,234.5% | -815.4% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ENTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling